-29.3%
AFRM vs IWD
+102.4%
-131.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.1% |
| 7D | -7.3% | -0.5% | -6.8% | -5.8% |
| 30D | -9.6% | +2.7% | -12.2% | -16.2% |
| 3M | -11.1% | +0.9% | -11.9% | -12.7% |
| 6M | +3.9% | +10.5% | -6.7% | -23.2% |
| YTD | -8.5% | +23.7% | -32.2% | -52.5% |
| 1Y | +3.3% | +28.7% | -25.5% | -52.6% |
| 3Y | +213.7% | +79.7% | +134.0% | -46.4% |
| 5Y | -58.5% | +69.7% | -128.2% | -89.3% |
| All | -29.3% | +102.4% | -131.7% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling